超级价值成长小市值轮动策略:年化收益率（53.47%）
本策略精选基本面稳健增长、估值合理的低市值股票，每日动态轮动。
概要
核心指标
- 累计收益率: 767.44%
- 年化收益率: 53.47%
- 基准收益率: -15.7%
- 阿尔法: 0.65
- 夏普比率: 1.34
- 最大回撤: 42.66%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 新强联(300850.SZ) | 43.622232668063 | 43700 | 5 | 41.09 | 1795633 | -110658.57/-5.805% |
| 2026-04-03 | 大丰实业(603081.SH) | 12.060571534924 | 151100 | 11 | 11.7 | 1767870 | -54482.36/-2.99% |
| 2026-04-03 | 惠柏新材(301555.SZ) | 37.663043501805 | 55300 | 11 | 31.43 | 1738079 | -344687.31/-16.549% |
| 2026-04-03 | 邦基科技(603151.SH) | 22.23381723237 | 108234 | 105 | 15.62 | 1690615.08 | -715839.89/-29.747% |
| 2026-04-03 | 久祺股份(300994.SZ) | 17.534233339218 | 117000 | 105 | 14.35 | 1678950 | -372555.3/-18.16% |
| 2026-04-02 | 新强联(300850.SZ) | 43.702867631942 | 42400 | 4 | 40.74 | 1727376 | -125625.59/-6.78% |
| 2026-04-02 | 大丰实业(603081.SH) | 12.060571534924 | 154300 | 10 | 11.82 | 1823826 | -37120.19/-1.995% |
| 2026-04-02 | 惠柏新材(301555.SZ) | 37.663043501805 | 55400 | 10 | 32.34 | 1791636 | -294896.61/-14.133% |
| 2026-04-02 | 邦基科技(603151.SH) | 22.23381723237 | 109134 | 104 | 16.5 | 1800711 | -625754.41/-25.789% |
| 2026-04-02 | 久祺股份(300994.SZ) | 17.592173800951 | 114100 | 104 | 15.25 | 1740025 | -267242.03/-13.314% |
交易详情
| 2026-04-03 | 惠柏新材(301555.SZ) | 卖 | -100 | 32.5 | -3250 | ¥8.25 | -516.3 |
| 2026-04-03 | 久祺股份(300994.SZ) | 买 | 2900 | 15.25 | 44225 | ¥13.27 | 0 |
| 2026-04-03 | 邦基科技(603151.SH) | 卖 | -900 | 16.55 | -14895 | ¥19.9 | -5115.44 |
| 2026-04-03 | 大丰实业(603081.SH) | 卖 | -3200 | 11.84 | -37888 | ¥49.25 | -705.83 |
| 2026-04-03 | 新强联(300850.SZ) | 买 | 1300 | 40.98 | 53274 | ¥15.98 | 0 |
| 2026-04-02 | 惠柏新材(301555.SZ) | 买 | 1200 | 33.18 | 39816 | ¥11.94 | 0 |
| 2026-04-02 | 久祺股份(300994.SZ) | 买 | 2900 | 15.6 | 45240 | ¥13.57 | 0 |
| 2026-04-02 | 邦基科技(603151.SH) | 卖 | -2900 | 16.8 | -48720 | ¥63.34 | -15758.07 |
| 2026-04-02 | 大丰实业(603081.SH) | 卖 | -2900 | 11.85 | -34365 | ¥44.67 | -610.66 |
| 2026-04-02 | 新强联(300850.SZ) | 买 | 900 | 42.8 | 38520 | ¥11.56 | 0 |
